+528.5%
QTUM vs SPY
+195.8%
+332.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.8% |
| 7D | -0.3% | -2.0% | +1.6% | +2.1% |
| 30D | -4.8% | -1.7% | -3.2% | -2.9% |
| 3M | -3.4% | +4.7% | -8.1% | -8.1% |
| 6M | +30.5% | +12.5% | +18.0% | +15.0% |
| YTD | +33.3% | +11.7% | +21.6% | +18.7% |
| 1Y | +50.8% | +17.5% | +33.3% | +27.3% |
| 3Y | +199.8% | +76.6% | +123.2% | +62.1% |
| 5Y | +194.0% | +82.0% | +112.0% | +55.7% |
| All | +528.5% | +195.8% | +332.7% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling